0.07Open0.09Pre Close19 Volume38 Open Interest88.00Strike Price95.00Turnover45.13%IV8.70%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0256Delta0.0131Gamma2140.67Leverage Ratio-0.0276Theta-0.0003Rho-54.89Eff Leverage0.0060Vega